Quasi-Likelihood and its Application: A General Approach to Optimal Parameter Estimation
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1997
|
| Schriftenreihe: | Springer Series in Statistics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This book is concerned with the general theory of optimal estimation of - rameters in systems subject to random e?ects and with the application of this theory. The focus is on choice of families of estimating functions, rather than the estimators derived therefrom, and on optimization within these families. Only assumptions about means and covariances are required for an initial d- cussion. Nevertheless, the theory that is developed mimics that of maximum likelihood, at least to the ?rst order of asymptotics. The term quasi-likelihood has often had a narrow interpretation, asso- ated with its application to generalized linear model type contexts, while that of optimal estimating functions has embraced a broader concept. There is, however, no essential distinction between the underlying ideas and the term quasi-likelihood has herein been adopted as the general label. This emphasizes its role in extension of likelihood based theory. The idea throughout involves ?nding quasi-scores from families of estimating functions. Then, the qua- likelihood estimator is derived from the quasi-score by equating to zero and solving, just as the maximum likelihood estimator is derived from the like- hood score |
| Beschreibung: | 1 Online-Ressource (X, 236 p) |
| ISBN: | 9780387226798 9780387982250 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/b98823 |
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Datensatz im Suchindex
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| author | Heyde, Christopher C. |
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| author_sort | Heyde, Christopher C. |
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| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/b98823 |
| format | Electronic eBook |
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| id | DE-604.BV042419070 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:04Z |
| institution | BVB |
| isbn | 9780387226798 9780387982250 |
| issn | 0172-7397 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027854487 |
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| physical | 1 Online-Ressource (X, 236 p) |
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| publishDate | 1997 |
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| publisher | Springer New York |
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| series2 | Springer Series in Statistics |
| spelling | Heyde, Christopher C. Verfasser aut Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation edited by Christopher C. Heyde New York, NY Springer New York 1997 1 Online-Ressource (X, 236 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics 0172-7397 This book is concerned with the general theory of optimal estimation of - rameters in systems subject to random e?ects and with the application of this theory. The focus is on choice of families of estimating functions, rather than the estimators derived therefrom, and on optimization within these families. Only assumptions about means and covariances are required for an initial d- cussion. Nevertheless, the theory that is developed mimics that of maximum likelihood, at least to the ?rst order of asymptotics. The term quasi-likelihood has often had a narrow interpretation, asso- ated with its application to generalized linear model type contexts, while that of optimal estimating functions has embraced a broader concept. There is, however, no essential distinction between the underlying ideas and the term quasi-likelihood has herein been adopted as the general label. This emphasizes its role in extension of likelihood based theory. The idea throughout involves ?nding quasi-scores from families of estimating functions. Then, the qua- likelihood estimator is derived from the quasi-score by equating to zero and solving, just as the maximum likelihood estimator is derived from the like- hood score Statistics Statistics, general Statistik Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 s Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 https://doi.org/10.1007/b98823 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Heyde, Christopher C. Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation Statistics Statistics, general Statistik Stochastischer Prozess (DE-588)4057630-9 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4044614-1 |
| title | Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation |
| title_auth | Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation |
| title_exact_search | Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation |
| title_full | Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation edited by Christopher C. Heyde |
| title_fullStr | Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation edited by Christopher C. Heyde |
| title_full_unstemmed | Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation edited by Christopher C. Heyde |
| title_short | Quasi-Likelihood and its Application |
| title_sort | quasi likelihood and its application a general approach to optimal parameter estimation |
| title_sub | A General Approach to Optimal Parameter Estimation |
| topic | Statistics Statistics, general Statistik Stochastischer Prozess (DE-588)4057630-9 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| topic_facet | Statistics Statistics, general Statistik Stochastischer Prozess Parameterschätzung |
| url | https://doi.org/10.1007/b98823 |
| work_keys_str_mv | AT heydechristopherc quasilikelihoodanditsapplicationageneralapproachtooptimalparameterestimation |